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Lol. MerijnB is correct. The error is reporting one of two options:
1) Your disk is full...
2) You don't have the proper permissions to delete the file.

Since deleting a file should free diskspace instead of eat more, I assume you're dealing with a Permissions issue. Could it be that you're trying to delete a shortcut that some other user on your system created? Or did you change the permissions you have on this file?

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